+243.8%
GLW vs ZS
-43.7%
+287.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.7% | +8.6% | +9.2% |
| 7D | -5.9% | -11.1% | +5.2% | -4.7% |
| 30D | -26.0% | -14.8% | -11.2% | -24.8% |
| 3M | -29.9% | +18.0% | -47.9% | -31.3% |
| 6M | -37.8% | +30.8% | -68.6% | -40.6% |
| YTD | +33.1% | -11.5% | +44.6% | +33.8% |
| 1Y | +36.8% | -37.8% | +74.6% | +45.9% |
| 3Y | +356.1% | +16.6% | +339.5% | +329.3% |
| 5Y | +243.8% | -43.6% | +287.4% | +219.7% |
| All | +243.8% | -43.7% | +287.5% | +219.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ZS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling